And, of course that leads me to another question...
With svm {e1071} I can ask the predict function to give me probabilities
with lrm {Desigh} I can ask the predict function to give me probabilities
I can't see how to do this with clogit.
Would someone be kind enough to explain the output options. (I can see
one that is a probability option.)
Thanks!!
-N
On 8/22/09 10:57 AM, Charles C. Berry wrote:
> On Fri, 21 Aug 2009, Noah Silverman wrote:
>
>> Hi,
>>
>> For fun, I'm trying to throw some horse racing data into either an
>> svm or lrm model. Curious to see what comes out as there are so many
>> published papers on this.
>>
>> One thing I don't know how to do is to standardize the probabilities
>> by race.
>
>
> This sounds closer to the conditional logit model.
>
> However, if I recall correctly there is an assumption that in the
> models of choice literature is stated something like 'independence of
> alternatives that are unavailable'. That assumption might not hold in
> a horse race where the speed at which a horse runs may depend on what
> horses she is running against.
>
> See
>
> ?survival:::clogit
>
> and
>
> @article{mcfadden1974conditional,
> title={{Conditional logit analysis of qualitative choice behavior}},
> author={McFadden, D.},
> journal={Frontiers in econometrics},
> volume={8},
> pages={105--142},
> year={1974}
> }
>
>
> BTW, Professor McFadden has a quintessentially American biography:
>
>
> http://nobelprize.org/nobel_prizes/economics/laureates/2000/mcfadden-autobio.html
>
>
>
> He mentions his personal background in farming and awards won for his
> 'sheep and geese', but alas does not mention horses or racing.
>
> HTH,
>
> Chuck
>
>>
>> For example, if I train an LRM on a bunch of variable I get a model.
>> I can then get probability predictions from the model. That works.
>>
>> It seems to me, that for a given race (8-12 horses) the probabilites
>> of my predictions should sum to one.
>>
>> 1) Is there some way to train the LRM to evaluate and then model the
>> subsequent date "per race"?? (Perhaps indicate some kind of grouping
>> variable?
>>
>> 2) Alternately, if I just run my data through a "standard" LRM, is
>> there some way to then "normalize" the probabilities in a correct way
>> for each upcoming race?
>>
>> I've done some extensive research in this area and would be willing
>> to discuss more details offline with someone if they could contribute
>> to the process.
>>
>> Thanks!!
>>
>> -N
>>
>> ______________________________________________
>> [email protected] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
>
> Charles C. Berry (858) 534-2098
> Dept of Family/Preventive
> Medicine
> E mailto:[email protected] UC San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
> 92093-0901
>
>
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